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What is other's experience with range bars (volume bars) on the ES? I currently use 3000 share bar (Tradestation) with 9000 for trend. Sfter today I am looking at just going with the 9000 share bar.
Can you help answer these questions from other members on NexusFi?
I've also experimented extensively with various non-time bars for the ES. I keep coming back to a 1275 Tick chart as the most reliable entry chart for my day trading . If you have TradeStation then have a look at Kase Bars they are a new format on TS and similar but IMO better than Range bars. I also like 0.75 Renko bars as an anchor chart but the version on TS is quite crude and so I prefer the Investor/RT version with shadow lines.